Signal Logic
Signal
Condition
Long Entry
Leavitt Projection crosses above Leavitt Convolution AND Convolution Slope < 0
Long Exit
Convolution Slope is declining (current < previous)
Short Entry (optional)
Leavitt Projection crosses below Leavitt Convolution AND Slope > 0
Short Exit
Convolution Slope is rising
The Leavitt crossover signal is selective — it requires a specific crossover + slope condition. To test immediately:
Backtest first: Right-click chart → Strategy Analyzer → run on recent data to confirm signals exist
Reduce LeavittLength to 10 for more frequent signals
Configurable Parameters (NQ, ES)
Parameter
Default
Purpose
Leavitt Length
20
Main linear regression period
Quantity
1
Contracts/shares per trade
Profit Target Ticks
0 (off)
Set > 0 to enable
Stop Loss Ticks
0 (off)
Set > 0 to enable
Recommended Scalping Settings
Setting
ES/MES
NQ/MNQ
Timeframe
1 min
1 min
Leavitt Length
14–20
10–16
Profit Target
8–16 ticks
20–40 ticks
Stop Loss
12–20 ticks
30–50 ticks
Allow Shorts
Yes
Yes
Instrument: ES, NQ, MES, MNQ (or any liquid futures/stocks)
Timeframe: 1-minute or 2-minute bars for scalping
Profit Target: 8-16 ticks (ES) or adjust per instrument
Stop Loss: 12-20 ticks
Trail Stop: 8-12 ticks
Best Tested For NQ- Sniperbar/Ninjarenko 20-40, Leavitt Length- 40 (Other Suggestions Most Welcome)
Event
What Gets Printed
Strategy goes live
Confirmation with instrument, account, all settings
Every 10th bar
Bar number, time, close, projection, convolution, slope, position
Entry signal
LONG/SHORT with all indicator values
Exit signal
Direction with slope values
Order filled
Price, quantity, time, unrealized PnL
Order rejected
Error code and native error message
Order cancelled
Order name and time
Position change
New position direction, quantity, average price
Strategy terminated
Shutdown confirmation
Leaveitt Auto.zip